Tag Archives: management

Quant fund investment and financial near 1 trillion under management

Quant fund investment and financial near 1 trillion under management

Understand how quant funds are changing how we see the future of investing and taking financial advise.

Here are some highlighted comments about this article from Financial Times:

 

They speak of how algos make the markets complex and fragile

More unsophisticated (dumb money or even retail money) flows into electric traded funds without understanding underlying investment nor know the high risk. These are put into mainstream ETF funds like Vanguard or Blackrock. Could this be the next 2008 waiting to blow up?

Examples of Two Sigma is used to show short time to get to 50 billion asset under management like Renaissance Technology or DE Shaw.

One French was quoted as doubling their staff within 5 years while other old investment banks are shedding traditional trading roles. Remember how Goldman Sachs is considered now a technology company vs an investment bank with 30+% of staff as software engineers.

Quoting directly from Financial Times results in:

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https://www.ft.com/content/ff7528bc-ec16-11e7-8713-513b1d7ca85a

 

https://www.ft.com/content/ff7528bc-ec16-11e7-8713-513b1d7ca85a

A deep learning framework for financial time series using stacked autoencoders and long-short term memory

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

IMPORTANT checklist for money management for algo trading

 

IMPORTANT checklist for money management for algo trading

Here are the list of my videos as a check list before live trading

Check the entire list here

https://quantlabs.net/blog/2017/07/important-component-for-anything-money-market-algo-trading/

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Machine learning will transform investment management

Machine learning will transform investment management
According to this article, the role of a quant will radically change in coming years

Advances in machine learning will allow further automation of tasks, including feature discovery, algorithm selection and even the optimization of trading code that implements a signal. With these newer methods, humans can spend their time creating frameworks and obtaining new data sets. Automated methods also reduce the number of quants needed to run a firm, which, given the high cost of salaries, is increasingly important as well.

The tools that enable automated strategy discoveries will also enable customized solutions. This is because the criteria for a successful strategy can be specified upfront in the framework. For instance, one approach could search for a strategy with a specified maximum deviation from a classic index, such as U.S. small-cap value, with as much additional alpha as possible. This type of customization could lead to a new class of retail investment products.

http://www.pionline.com/article/20170320/ONLINE/170319958/machine-learning-will-transform-investment-management

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Financial Risk Management For Dummies Book

Financial Risk Management For Dummies Book

Is this book useful for some?

This is from Sholom B so thanks to him for sending

https://www.amazon.com/gp/product/111908220X/ref=oh_aui_detailpage_o02_s00?ie=UTF8&psc=1

http://www.businessinsider.com/aqrs-aaron-brown-on-why-wall-streeters-play-poker-even-if-they-suck-2010-9

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

10 step checklist for advanced risk and portfolio management

10 step checklist for advanced risk and portfolio management

Great resource to learn these topics

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Systematic trading book for portfolio management

Systematic trading book for portfolio management

Ivan P recommended this book as he fully swears by it about portfolio management.

Also this was recommmended before as well

http://www.systematictrading.org/

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Ten Steps Checklist for Advanced Risk and Portfolio Management

Ten Steps Checklist for Advanced Risk and Portfolio Management

These guys are the absolutely the best

 

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Quant Active Portfolio management book

Quant Active Portfolio management book

I have all sorts of script in my Quant Elite membership to handle this

Description: A Quantitative Approach for Producing Superior Returns and Controlling Risks

80% of your time should be managing your account when it comes to proper PRO trading

https://gumroad.com/l/KdGg#

Thanks to someone on my Facebook group who sent this

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Kelly Criterion for basic risk management and self adapting money management

Kelly Criterion for basic risk management and self adapting money management

This is basic risk management for a script to start risk management in your automated trading using this cool

Get the script and source code walkthrough in my Quant Elite membership

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Demo of automated trading Positions management Python Script

Demo of Positions management Python Script

A demo of primitive position management but I track import metrics for automatic trading exits when positions are put on

If you want this script among many more, please join my Quant Elite membership

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!